+382.0%
MRK vs MKSI
+2,222.5%
-1,840.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -4.3% | +2.7% | -6.9% | -4.5% |
| 30D | +8.3% | -12.8% | +21.1% | +9.4% |
| 3M | +20.0% | -22.5% | +42.6% | +21.7% |
| 6M | +25.7% | +19.4% | +6.3% | +21.9% |
| YTD | +38.7% | +67.7% | -29.0% | +30.1% |
| 1Y | +74.7% | +131.4% | -56.7% | +58.2% |
| 3Y | +45.4% | +197.3% | -152.0% | +25.2% |
| 5Y | +129.0% | +87.0% | +42.1% | +101.8% |
| 10Y | +228.0% | +522.1% | -294.0% | +147.5% |
| All | +382.0% | +2,222.5% | -1,840.5% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling